West Islip is a nice area...hope you like the beach and/or fishing. Robert Moses State Park, Captree State Park, Jones Beach, Fire Island is a hop skip and jump away. Got a boat or personal watercraft?
Main Street in Babylon(town next door) has some pretty GREAT places to eat, Shiki Sushi, Argyle's Restaurant, and the Post Office Bar & Grill come to mind.
Also you're about 45 miles east of NYC with really easy access to Sunrise Highway and the Southern STate Parkway so getting around is a cinch.
The closest gunshop I can think of near you would be the Long Island Shooting Center in Islip...a short 10 minute drive away. Has an indoor pistol range and a nice selection of stuff. For rifle shooting your choices include, Calverton Outdoor Range, Pine Barrens Range(membership required), and a couple of other places.
We also have a nice solid base of Long Island, NY shooters so you won't be alone in your transition to NY.
Good Luck,
Ray